Approximation Class Reference

Base class for the approximation class hierarchy. More...

Inheritance diagram for Approximation:

List of all members.

Public Member Functions
	Approximation ()
	default constructor
	Approximation (ProblemDescDB &problem_db, const size_t &num_vars)
	standard constructor for envelope
	Approximation (const String &approx_type, short approx_order, const size_t &num_vars)
	alternate constructor
	Approximation (const Approximation &approx)
	copy constructor
virtual	~Approximation ()
	destructor
Approximation	operator= (const Approximation &approx)
	assignment operator
virtual const Real &	get_value (const RealVector &x)
	retrieve the approximate function value for a given parameter vector
virtual const RealBaseVector &	get_gradient (const RealVector &x)
	retrieve the approximate function gradient for a given parameter vector
virtual const RealMatrix &	get_hessian (const RealVector &x)
	retrieve the approximate function Hessian for a given parameter vector
virtual const Real &	get_variance (const RealVector &x)
	retrieve the variance of the predicted value for a given parameter vector
virtual const Real &	get_diagnostic (const String &metric_type)
	retrieve the diagnostic metric for the diagnostic type specified
virtual const RealVector &	approximation_coefficients () const
	return the coefficient array computed by find_coefficients()
virtual void	approximation_coefficients (const RealVector &approx_coeffs)
	computing with find_coefficients()
virtual void	print_coefficients (ostream &s) const
	print the coefficient array computed in find_coefficients()
virtual int	min_coefficients () const
	build the derived class approximation type in numVars dimensions
virtual int	recommended_coefficients () const
	build the derived class approximation type in numVars dimensions
virtual int	num_constraints () const
	return the number of constraints to be enforced via anchorPoint
virtual void	clear_current ()
	clear current build data in preparation for next build
virtual const bool	diagnostics_available ()
	check if diagnostics are available for this approximation type
int	min_samples (bool constraint_flag) const
	type in numVars dimensions. Uses *_coefficients() and num_constraints().
int	recommended_samples (bool constraint_flag) const
	in numVars dimensions (default same as min_samples)
int	num_variables () const
	return the number of variables used in the approximation
const List< SurrogateDataPoint > &	current_points () const
	return currentPoints
const SurrogateDataPoint &	anchor_point () const
	return anchorPoint
void	update (const Variables &vars, const Response &response, const int &fn_index)
	populates/replaces anchorPoint
void	update (const RealVector &c_vars, const Real &fn_val, const RealBaseVector &fn_grad, const RealMatrix &fn_hess)
	populates/replaces anchorPoint
void	update (const VariablesArray &vars_array, const ResponseArray &resp_array, const int &fn_index)
	populates/replaces currentPoints
void	append (const Variables &vars, const Response &response, const int &fn_index)
	appends one additional entry to currentPoints
void	append (const RealVector &c_vars, const Real &fn_val, const RealBaseVector &fn_grad, const RealMatrix &fn_hess)
	appends one additional entry to currentPoints
void	append (const VariablesArray &vars_array, const ResponseArray &resp_array, const int &fn_index)
	appends multiple additional entries to currentPoints
void	build ()
	builds the approximation by invoking find_coefficients()
bool	anchor () const
	queries the status of anchorPoint
void	clear_all ()
	clear all build data (current and history) to restore original state
void	set_bounds (const RealVector &lower, const RealVector &upper)
	set approximation lower and upper bounds (currently only used by graphics)
void	draw_surface ()
	problems only)
Approximation *	approx_rep () const
	that are not mapped to the top Approximation level
Protected Member Functions
	Approximation (BaseConstructor, const ProblemDescDB &problem_db, const size_t &num_vars)
	derived class constructors - Coplien, p. 139)
virtual void	find_coefficients ()
	calculate the data fit coefficients using currentPoints and anchorPoint
Protected Attributes
bool	useGradsFlag
	trust region), but not require gradient evaluations at every point.
short	outputLevel
	output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
int	numVars
	number of variables in the approximation
String	approxType
	approximation type identifier
short	approxOrder
	orthogonal polynomials, and Taylor series)
Real	approxValue
	value of the approximation returned by get_value()
RealBaseVector	approxGradient
	gradient of the approximation returned by get_gradient()
RealMatrix	approxHessian
	Hessian of the approximation returned by get_hessian().
Real	approxVariance
	value of the approximation returned by get_variance()
Real	approxDiagnostic
	value of the diagnostic returned by get_diagnostic()
List< SurrogateDataPoint >	currentPoints
	are fit approximately (e.g., using least squares regression).
SurrogateDataPoint	anchorPoint
	least squares regression).
Private Member Functions
Approximation *	get_approx (ProblemDescDB &problem_db, const size_t &num_vars)
	approxRep to the appropriate derived type.
Approximation *	get_approx (const String &approx_type, short approx_order, const size_t &num_vars)
	approxRep to the appropriate derived type.
void	add (const Variables &vars, const Response &response, const int &fn_index, bool anchor_flag)
	add_anchor().
void	add_point (const RealVector &x, const Real &fn_val, const RealBaseVector &fn_grad, const RealMatrix &fn_hess)
	add a new data point by appending to currentPoints
void	add_anchor (const RealVector &x, const Real &fn_val, const RealBaseVector &fn_grad, const RealMatrix &fn_hess)
	add a new data point by assigning to anchorPoint
Private Attributes
RealVector	approxLowerBounds
	approximation lower bounds (used only by 3D graphics)
RealVector	approxUpperBounds
	approximation upper bounds (used only by 3D graphics)
Approximation *	approxRep
	pointer to the letter (initialized only for the envelope)
int	referenceCount
	number of objects sharing approxRep

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Detailed Description

Base class for the approximation class hierarchy.

The Approximation class is the base class for the response data fit approximation class hierarchy in DAKOTA. One instance of an Approximation must be created for each function to be approximated (a vector of Approximations is contained in ApproximationInterface). For memory efficiency and enhanced polymorphism, the approximation hierarchy employs the "letter/envelope idiom" (see Coplien "Advanced C++", p. 133), for which the base class (Approximation) serves as the envelope and one of the derived classes (selected in Approximation::get_approximation()) serves as the letter.

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Constructor & Destructor Documentation

Approximation

(

)

default constructor

The default constructor is used in Array<Approximation> instantiations and by the alternate envelope constructor. approxRep is NULL in this case (problem_db is needed to build a meaningful Approximation object). This makes it necessary to check for NULL in the copy constructor, assignment operator, and destructor.

Approximation	(	ProblemDescDB &	problem_db,
		const size_t &	num_vars
	)

standard constructor for envelope

Envelope constructor only needs to extract enough data to properly execute get_approx, since Approximation(BaseConstructor, problem_db) builds the actual base class data for the derived approximations.

Approximation	(	const String &	approx_type,
		short	approx_order,
		const size_t &	num_vars
	)

alternate constructor

This is the alternate envelope constructor for instantiations on the fly. Since it does not have access to problem_db, the letter class is not fully populated. This constructor executes get_approx(type), which invokes the default constructor of the derived letter class, which in turn invokes the default constructor of the base class.

Approximation

(

const Approximation &

approx

)

copy constructor

Copy constructor manages sharing of approxRep and incrementing of referenceCount.

~Approximation

(

)

[virtual]

destructor

Destructor decrements referenceCount and only deletes approxRep when referenceCount reaches zero.

Approximation	(	BaseConstructor	,
		const ProblemDescDB &	problem_db,
		const size_t &	num_vars
	)			[protected]

derived class constructors - Coplien, p. 139)

This constructor is the one which must build the base class data for all derived classes. get_approx() instantiates a derived class letter and the derived constructor selects this base class constructor in its initialization list (to avoid recursion in the base class constructor calling get_approx() again). Since the letter IS the representation, its rep pointer is set to NULL (an uninitialized pointer causes problems in ~Approximation).

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Member Function Documentation

Approximation operator=

(

const Approximation &

approx

)

assignment operator

Assignment operator decrements referenceCount for old approxRep, assigns new approxRep, and increments referenceCount for new approxRep.

void clear_current

(

)

[inline, virtual]

clear current build data in preparation for next build

Redefined by TANA3Approximation to clear current data but preserve history.

Reimplemented in TANA3Approximation.

void clear_all

(

)

[inline]

clear all build data (current and history) to restore original state

Clears out any history (e.g., TANA3Approximation use for a different response function in NonDReliability).

Approximation * get_approx	(	ProblemDescDB &	problem_db,
		const size_t &	num_vars
	)			[private]

approxRep to the appropriate derived type.

Used only by the envelope constructor to initialize approxRep to the appropriate derived type.

Approximation * get_approx	(	const String &	approx_type,
		short	approx_order,
		const size_t &	num_vars
	)			[private]

approxRep to the appropriate derived type.

Used only by the envelope constructor to initialize approxRep to the appropriate derived type.

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The documentation for this class was generated from the following files:

• DakotaApproximation.H
• DakotaApproximation.C

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